Two sample tests for high-dimensional covariance matrices

DOI10.48550/arXiv.1206.0917zbMath1274.62383arXiv1206.0917MaRDI QIDQ150754

Jun Li, Song Xi Chen, Jun Li, Song Xi Chen

Publication date: 5 June 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.0917

zbMATH Keywords

likelihood ratio testlarge \(p\), small \(n\)high-dimensional covariancetesting for gene-sets

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

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